Implied Volatility Skew (10-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

SpartanNash Company (SPTN) had 10-Day Implied Volatility Skew of -0.1995 for 2024-07-01.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2358
Historical Volatility (Parkinson)	0.1915
Implied Volatility (Calls)	0.2748
Implied Volatility (Puts)	0.4854
Implied Volatility (Mean)	0.3801
Put-Call Implied Volatility Ratio	1.7664
Implied Volatility Skew	-0.1995
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.3644
Forward Price	18.03
Call Breakeven Price	22.06
Put Breakeven Price	17.24
Option Breakeven Price	19.28